[Series 66] 8, Bond Pricing Yields and Duration

This podcast is made by Ran Chen, who holds an EA license, Insurance and Securities licenses (Series 6, 63, 65), and the CFP® designation. He is passionate about opening access to high-quality exam preparation resources and helping learners prepare more effectively for professional certification exams. In this episode you will learn: * How inverse price-yield relationships impact bond valuation when interest rates move. * How to calculate current yield and rank yield metrics using the bond seesaw model. * The critical distinction between bond maturity and duration in assessing price volatility. * Why zero-coupon bonds carry higher duration than coupon-paying bonds of the same maturity. * How investment adviser representatives use duration to manage client interest rate risk. Prepare for your Series 66 examination with independent prep tools at https://open-exam-prep.com/practice/series66 and video walkthroughs at https://www.youtube.com/@Open-exam-prep . Sources checked: September 14, 2026 * https://www.nasaa.org/exams/general-exam-information/series-66-exam-content-outline/ * https://www.finra.org/registration-exams-ce/qualification-exams/series66